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V-Lab

Brand Engagement Network Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

112.54%

increased by 3.46%

1 Week

126.18%

increased by 17.10%

1 Month

164.23%

increased by 55.15%

Analysis last updated: Friday, August 21, 2026 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Brand Engagement Network Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2021 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 27 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3298
1.28
α

ARCH

Response to squared shocks

0.2206
2.80***
β

GARCH

Volatility persistence

0.7541
11.42***
γi Spline Coefficients
K=9
γ15.0210
1.19
γ2-5.9567
-0.74
γ38.7859
1.11
γ4-14.7358
-1.62
γ515.6952
1.79*
γ6-17.0311
-2.48**
γ78.2794
0.86
γ81.0041
0.10
γ9-1.5188
-0.28

Persistence:

0.975

Half-life:

27 days